+1,806.8%
ETN vs XME
+244.0%
+1,562.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +6.2% | -0.2% | +6.5% | +6.4% |
| 30D | -6.7% | +1.4% | -8.1% | -7.4% |
| 3M | +3.6% | +2.7% | +0.9% | +2.1% |
| 6M | +18.3% | +6.5% | +11.8% | +14.2% |
| YTD | +31.5% | +15.2% | +16.3% | +21.2% |
| 1Y | +20.6% | +43.5% | -22.9% | -1.2% |
| 3Y | +82.5% | +135.9% | -53.3% | +15.4% |
| 5Y | +177.8% | +181.5% | -3.7% | +53.1% |
| 10Y | +705.0% | +436.9% | +268.2% | +199.5% |
| All | +1,806.8% | +244.0% | +1,562.8% | +620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling